+1,395.9%
IBKR vs CNP
+316.1%
+1,079.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.3% |
| 7D | -3.8% | -2.2% | -1.6% | -3.0% |
| 30D | -0.3% | -2.1% | +1.7% | +0.4% |
| 3M | +4.8% | -7.9% | +12.7% | +7.7% |
| 6M | +30.8% | -8.3% | +39.1% | +34.1% |
| YTD | +39.5% | +3.8% | +35.7% | +35.7% |
| 1Y | +43.7% | +5.9% | +37.8% | +38.3% |
| 3Y | +284.7% | +49.3% | +235.4% | +215.8% |
| 5Y | +484.9% | +69.3% | +415.6% | +347.0% |
| 10Y | +980.8% | +136.0% | +844.8% | +549.0% |
| All | +1,395.9% | +316.1% | +1,079.8% | +379.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling